+733.4%
NEM vs ITUB
+1,902.7%
-1,169.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.0% | +1.9% |
| 7D | +3.1% | 0.0% | +3.1% | +3.0% |
| 30D | +10.0% | +2.6% | +7.4% | +9.4% |
| 3M | +30.9% | +8.4% | +22.5% | +28.6% |
| 6M | +10.5% | -0.5% | +11.1% | +10.5% |
| YTD | +29.7% | +15.3% | +14.5% | +26.0% |
| 1Y | +71.1% | +28.7% | +42.4% | +62.4% |
| 3Y | +252.1% | +118.7% | +133.4% | +197.7% |
| 5Y | +157.7% | +182.7% | -25.0% | +101.0% |
| 10Y | +319.4% | +207.6% | +111.8% | +190.0% |
| All | +733.4% | +1,902.7% | -1,169.3% | +327.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling